+10.7%
RMBS vs EAT
+38.2%
-27.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +1.2% | -6.2% | +7.4% | +1.9% |
| 30D | -11.5% | -3.0% | -8.5% | -11.3% |
| 3M | -38.2% | +45.6% | -83.8% | -41.9% |
| 6M | -4.8% | +53.5% | -58.3% | -11.1% |
| YTD | -7.1% | +49.6% | -56.7% | -12.6% |
| 1Y | +10.7% | +38.9% | -28.2% | +17.5% |
| All | +10.7% | +38.2% | -27.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling